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~institution:"Birkbeck College / Department of Economics"
~institution:"Rodney L. White Center for Financial Research"
~subject:"Adjustment costs"
~subject:"Germany"
~subject:"Volatilität"
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Adjustment costs
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Diebold, Francis X.
5
Brandt, Michael W.
4
Alizadeh, Sassan
2
Bollerslev, Tim
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Kadlec, Gregory B.
2
Karanassou, Marika
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1
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1
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1
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1
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1
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1
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Birkbeck College / Department of Economics
Rodney L. White Center for Financial Research
National Bureau of Economic Research
236
Springer Fachmedien Wiesbaden
96
De Gruyter Oldenbourg
28
Institut für Weltwirtschaft
25
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
22
Deutschland / Bundeswehr / Universität Hamburg
19
Friedrich-Schiller-Universität Jena
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Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
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Nomos Verlagsgesellschaft
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Fördergesellschaft Marketing an der Universität Augsburg
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Metropolis-Verlag für Ökonomie Gesellschaft und Politik GmbH
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ECONIS (ZBW)
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1
Some new results on GARCH : exact formulas for the 2nd moments of the squared errors
Karanasos, Menelaos
-
1996
Persistent link: https://www.econbiz.de/10000953935
Saved in:
2
Semi-parametric modelling of the term structure
Bianchi, Marco
;
Orszag, Jonathan Michael
;
Steeley, James M.
-
1997
Persistent link: https://www.econbiz.de/10000956524
Saved in:
3
Financial asset returns, direction-of-change forecasting and volatility
Christoffersen, Peter F.
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10003229525
Saved in:
4
Parametric and nonparametric volatility measurement
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10003229526
Saved in:
5
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002001001
Saved in:
6
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004134
Saved in:
7
On the invariance of the rate of return to convex adjustment costs
Abel, Andrew B.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011275
Saved in:
8
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011289
Saved in:
9
On the relationship between the conditional mean and volatility of stock returns
Brandt, Michael W.
(
contributor
);
Kang, Qiang
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002019935
Saved in:
10
Modeling and forecasting realized volatility
Anderson, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002020013
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